Songs play at different volumes, how do I equalize?

Each song I import comes in at different volumes. I want to try and equalize the volumes of all the songs so I don't have to keep turning the volume up and down. How do I do this?

I know under Edit/Preferences there is a checkbox for "Sound Check" but that doesn't seem to do anything. I highlight all the tunes then select that checkbox but the songs are still playing at different volumes.

Is there any other way to do this automatically instead of manually?

Thanks,
Paul